9. Let X1, X2, ...,Xn denote a random sample from a Bernoulli distribution wherep(x;) = 0*i(1 – 0)1-*; x; = 0,1 and assume that the prior distribution for 0 is beta(a, B). Find the Bayes estimator for 0(1 – 0).

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Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter13: Probability And Calculus

Section13.CR: Chapter 13 Review

Problem 42CR

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Let X1, X2, ... , Xn denote a random sample from a Bernoulli distribution where P(xi) = 0*i(1 – 0)1-*; x; = 0, 1 and assume that the prior distribution for 0 is beta (a. B), Find the Baves estimator for 0(1 – 0).

Let X1, X2, ... , Xn denote a random sample from a Bernoulli distribution where P(xi) = 0i(1 – 0)1-; x; = 0, 1 and assume that the prior distribution for 0 is beta (a. B), Find the Baves estimator for 0(1 – 0).